+155.9%
COST vs OWL
+27.7%
+128.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -2.8% | -6.4% | +3.6% | -2.0% |
| 30D | -5.3% | -5.0% | -0.3% | -4.8% |
| 3M | -6.7% | +15.4% | -22.1% | -8.6% |
| 6M | -9.9% | +15.5% | -25.4% | -12.2% |
| YTD | +5.1% | -22.7% | +27.8% | +8.0% |
| 1Y | -7.3% | -34.1% | +26.8% | -2.9% |
| 3Y | +70.4% | +5.1% | +65.3% | +61.7% |
| 5Y | +104.4% | -11.5% | +115.9% | +90.2% |
| All | +155.9% | +27.7% | +128.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling